Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model
- 1 June 2008
- journal article
- Published by IOP Publishing in Journal of Statistical Mechanics: Theory and Experiment
- Vol. 2008 (6) , P06010
- https://doi.org/10.1088/1742-5468/2008/06/p06010
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This publication has 34 references indexed in Scilit:
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